List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1 Computational Statistics | 2021-06-16 | Paper |
| A jump-diffusion model for pricing electricity under price-cap regulation Mathematical Sciences | 2020-05-12 | Paper |
| European Option Pricing of electricity under exponential functional of L\'evy processes with Price-Cap principle | 2019-06-26 | Paper |
Research outcomes over time
This page was built for person: Martin Kegnenlezom
